Signed-Rank Analysis of a Partial Linear Model with B-Splines Estimated Monotone Nonparametric Function

• Activity Number: 318
• Type: Contributed
• Date/Time: Tuesday, August 11, 2015 : 8:30 AM to 10:20 AM
• Sponsor: Section on Nonparametric Statistics
• Author(s): Eddy Kwessi* and Brice Merlin Nguelifack
• Companies: Trinity University and Auburn University
• Keywords: Rank ; partial linear ; B-splines ; monotone

Abstract

For a partially linear regression model, we propose a signed-rank estimation method. The proposed estimator for the linear unknown parameter vector is shown to have $\sqrt{n}$- consistency while monotone B-splines are used to estimate the unknown monotone nonparametric function. Finite samples simulations are carried out to evaluate the performance of the proposed estimation method and a practical application on the study of Air Pollution data is given.